The primary catalyst is integrated in the Exhaust manifold. Some people (FocusBoy58 comes to mind) have changed the exhaust manifold with one of the catless aftermarket pre 2011 2.0 L duratec headers, but if you were concerned about emissions and or vehicular inspections its best to leave the main cat alone, although PZEV vehicles have a secondary catalyst behind the first one and ahead of the resonator and mufflers.

Ok, I guess I just don't have a clear picture of what the stock exhaust system looks like, and I can't seem to get a hold of one. I notice cat-back systems go from what looks like a resonator to the tail pipe, I'm not really sure what's ahead of that, but from what you're saying, it must just be the manifold/cat, some pipe, and then whats included in a cat-back system.